OptionMatrix features real-time multi-model option chain pricers with analytics and interactive controls. OptionMatrix supports the following financial models: Black-Scholes, Merton-73, Generalized Black-Scholes, French, Carry, Barone-Adesi Whaley, American Perpetual, Geske-Johnson, Bjerksund Stensland, Executive, Time Switch, Extendible Writer, Forward Start, Standard Barrier, Double Barrier, Soft Barrier, Binary Barrier, Discrete Adjusted Barrier, Look Barrier, Partial Time Barrier, Asset-or-Nothing, Cash-or-Nothing, Gap Option, Super Share, Simple Chooser, Complex Chooser, Floating Strike Lookback, Fixed Strike Lookback, Partial Fixed Lookback, Partial Float Lookback, European Lookback, Extreme Spread, Calls on Options, Puts on Options, Spread Approximation, Two Asset Cash or Nothing, Two Asset Correlation, Options on The Max Min, Partial Time Two Asset, Two Asset Barrier, American Exchange Option, European Exchange Option, Exchange Exchange Option, Merton Jump Diffusion, Heston, American Cox Ross Rubinstein, American Equi, European Cox Ross Rubinstein, European Equi, Cox Ross Rubinstein Binomial, 3D-Binominal, American Binomial, European Binomial, Generic Binomial, Bermudian Binomial, Finite Difference Explicit/Implicit, Treem American Trinomial, Heston Semi-Analytic, Binomial Jarrow-Rudd, Additive Equi, Trigeorgis, Tian, Leisen-Reimer, Joshi, Bates Semi-Analytic, Integral, Finite Diff Bermudan, Simulate European, Simulate European, Price Path, Monte Carlo, MC (Crude), QMC (Sobol), MC (Longstaff Schwartz), Roll-Geske-Whaley, American Proport Dividends Binomial, Black-Scholes Coupon Bond, Quanto, Garman-KohlHagen, Foreign Equity Option, Equity Link, Takeover Foreign Exchange Option, Currency American Binomial, Currency European, Black-76, Miltersen Schwartz, Futures Option American Binomial and more.
